Anic Equity¶

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Total return since start: 0.734 %¶

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Equity now: -----------------------------> 52960.72 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 34993.13 Kr¶

PnL: ---------------------------------------> -126.09 Kr¶

DD now: ---------------------------------> -0.301 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 17:22:34.865021'

Anic Portfolio¶

Today¶

Return: -0.199 %¶

This Week¶

Return: -0.199 %¶

Total¶

Return: 73.38 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
New Wave B 20 1.870000 3918.000000 12.000000 0.310000 3906.000000
Humana 40 2.770000 682.400000 10.400000 1.550000 672.000000
BHG Group 49 -2.090000 642.880000 5.390000 0.850000 637.490000
SynAct Pharma 9 2.430000 646.200000 3.600000 0.560000 642.600000
Addtech B 3 2.010000 699.000000 0.600000 0.090000 698.400000
Indutrade 5 0.650000 1317.500000 0.500000 0.040000 1317.000000
Creades A 7 1.100000 609.000000 0.350000 0.060000 608.650000
NCC B 7 1.140000 652.050000 0.350000 0.050000 651.700000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Lundin Gold 7 0.870000 971.600000 0.000000 0.000000 971.600000
Latour B 2 0.490000 448.000000 -0.400000 -0.090000 448.400000
Vitrolife 3 -0.620000 674.400000 -0.600000 -0.090000 675.000000
BONESUPPORT HOLDING 10 1.160000 1220.000000 -1.000000 -0.080000 1221.000000
Xvivo Perfusion 3 -0.710000 841.500000 -1.500000 -0.180000 843.000000
SCA A 4 -1.060000 596.800000 -1.600000 -0.270000 598.400000
Biotage 4 -0.400000 599.200000 -1.600000 -0.270000 600.800000
Balco Group 39 -0.520000 1868.100000 -1.950000 -0.100000 1870.050000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
Ambea 68 2.260000 2526.880000 -4.080000 -0.160000 2530.960000
Embracer Group B 26 1.100000 654.680000 -4.940000 -0.750000 659.620000
Fortnox 10 -1.320000 660.000000 -5.600000 -0.840000 665.600000
Investor A 16 -0.500000 3529.600000 -6.400000 -0.180000 3536.000000
Sdiptech B 3 1.120000 813.600000 -6.600000 -0.800000 820.200000
Volati 5 0.530000 565.000000 -8.000000 -1.400000 573.000000
Eastnine 6 -0.560000 644.400000 -10.800000 -1.650000 655.200000
Lime Technologies 2 3.960000 577.000000 -15.000000 -2.530000 592.000000
NCC A 6 -2.420000 579.600000 -18.000000 -3.010000 597.600000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 34990.140000 -129.080000 -0.30614% 35119.220000

Updated:¶

'2023-06-07 17:21:35.728515'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶